Farm Products Industry Report
September 2021
Exploratory Data Analysis
Distribution of the Response
Correlation between Covariates and Response
| Avg Pct Change | Sd Pct Change | Avg Vol | Pe Ratio | Price to Sales Ratio | Price to Book Ratio | Price to Fcf Ratio | Debt to Equity Ratio | Pays Dividend | Dividend Yield | Response | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| min | -1% | 0.2% | 1920 | 0.0 | 0.000 | 0.000 | 0.00 | 0.000 | 0.000 | 0% | -1.060 |
| first_quart | -0.1% | 1.3% | 17300 | 0.0 | 0.242 | 0.000 | 0.00 | 0.472 | 0.000 | 0% | -0.110 |
| median | 0% | 1.8% | 148000 | 11.1 | 0.555 | 0.920 | 4.21 | 1.040 | 1.000 | 0.8% | 0.174 |
| mean | 0% | 2% | 1140000 | 56.9 | 1.290 | 0.978 | 19.60 | 1.160 | 0.602 | 1.3% | 0.207 |
| third_quart | 0.2% | 2.5% | 1070000 | 17.0 | 1.750 | 1.540 | 13.20 | 1.480 | 1.000 | 1.9% | 0.506 |
| max | 1.2% | 9.7% | 9230000 | 2450.0 | 26.400 | 4.630 | 1900.00 | 17.800 | 1.000 | 13.8% | 1.510 |
Model Tuning
Random Forest Models
Gradient Boosted Models
Final Models
Random Forest Model
Model Info and Metrics
- min_n: 1, mtry: 7
- Mean Absolute Error: 0.1088
- Root Mean Squared Error: 0.1855
Gradient Boosted Model
Model Info and Metrics
- learn_rate: 0.1, mtry: 3, tree_depth: 7
- Mean Absolute Error: 0.0144
- Root Mean Squared Error: 0.0218
Future Predictions
| Company | Quarter | Price | RF Prediction | GB Prediction |
|---|---|---|---|---|
| FDP | 2021 Q2 | $32.25 | 50.3% | 45.11% |
| IBA | 2021 Q2 | $44.96 | 33.8% | 46.97% |
| AGFS | 2021 Q2 | $2.15 | 23.02% | 49.55% |
| CRESY | 2021 Q1 | $5.08 | 17.18% | 34.45% |
| ADM | 2021 Q2 | $63.48 | 14.75% | 10.88% |
| CHSCP | 2021 Q2 | $30.02 | 9.6% | 9.5% |
| TSN | 2021 Q2 | $77.58 | 7.38% | -4.89% |
| AQB | 2021 Q2 | $5.74 | -0.47% | -35.29% |
| LMNR | 2021 Q2 | $18.32 | -6.9% | 22.69% |
| BG | 2021 Q2 | $84.42 | -11.95% | -14.63% |
| AGRO | 2021 Q2 | $9.94 | -13.21% | -21.33% |
| PME | 2020 Q3 | $1.09 | -13.85% | -9.78% |
| ALCO | 2021 Q2 | $31.62 | -16.71% | -0.48% |
| LND | 2021 Q1 | $4.56 | -17.86% | -38% |
| VITL | 2021 Q2 | $22.14 | -27.55% | -28.62% |
| VFF | 2021 Q2 | $10.53 | -28.31% | -39.66% |
| APPH | 2021 Q2 | $15.95 | -31.33% | -31.52% |
| CALM | 2021 Q2 | $37.44 | -42.39% | -46.52% |
| SANW | 2021 Q1 | $3.58 | -42.63% | -51.66% |
